+47.2%
KORU vs PH
+243.6%
-196.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -10.6% |
| 7D | +2.3% | -3.1% | +5.4% | +6.6% |
| 30D | +20.0% | -11.8% | +31.8% | +39.9% |
| 3M | -32.7% | +6.9% | -39.6% | -36.1% |
| 6M | +13.3% | -1.3% | +14.6% | +19.0% |
| YTD | +133.2% | +7.0% | +126.3% | +127.5% |
| 1Y | +357.3% | +23.1% | +334.2% | +274.4% |
| 3Y | +452.7% | +135.4% | +317.3% | +101.1% |
| 5Y | +47.2% | +250.3% | -203.1% | -67.8% |
| All | +47.2% | +243.6% | -196.4% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling